+1,134.9%
CAT vs MSCI
+610.9%
+524.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | +0.6% | -7.1% | -6.8% |
| 3M | -13.3% | -7.1% | -6.2% | -12.3% |
| 6M | +11.6% | +0.8% | +10.8% | +9.4% |
| YTD | +42.9% | +1.0% | +42.0% | +39.4% |
| 1Y | +95.4% | +4.3% | +91.1% | +87.2% |
| 3Y | +196.6% | +9.9% | +186.6% | +174.1% |
| 5Y | +321.7% | -6.8% | +328.4% | +299.7% |
| All | +1,134.9% | +610.9% | +524.0% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling